| Multiple Linear Regression - Estimated Regression Equation |
| Inschrijvingen[t] = + 29936.6545573769 -0.104098710669205Data[t] + 197.217515980355Rentevoet[t] -51.4763678322893verkoopprijsverloop[t] + e[t] |
| Multiple Linear Regression - Ordinary Least Squares | |||||
| Variable | Parameter | S.D. | T-STAT H0: parameter = 0 | 2-tail p-value | 1-tail p-value |
| (Intercept) | 29936.6545573769 | 1275.658239 | 23.4676 | 0 | 0 |
| Data | -0.104098710669205 | 0.014323 | -7.2678 | 0 | 0 |
| Rentevoet | 197.217515980355 | 402.291831 | 0.4902 | 0.625849 | 0.312925 |
| verkoopprijsverloop | -51.4763678322893 | 105.837541 | -0.4864 | 0.628569 | 0.314284 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.707367360073151 |
| R-squared | 0.500368582096859 |
| Adjusted R-squared | 0.474072191680904 |
| F-TEST (value) | 19.0280329042145 |
| F-TEST (DF numerator) | 3 |
| F-TEST (DF denominator) | 57 |
| p-value | 1.13204583485071e-08 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 3794.9937143311 |
| Sum Squared Residuals | 820912705.633315 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 24776 | 20106.7274420647 | 4669.27255793527 |
| 2 | 19814 | 19065.7403353727 | 748.259664627306 |
| 3 | 12738 | 18024.7532286806 | -5286.75322868065 |
| 4 | 31566 | 29475.5073035825 | 2090.4926964175 |
| 5 | 30111 | 30081.7639675237 | 29.2360324762939 |
| 6 | 30019 | 27393.5330901984 | 2625.4669098016 |
| 7 | 31934 | 26352.5459835064 | 5581.45401649365 |
| 8 | 25826 | 25311.5588768143 | 514.441123185693 |
| 9 | 26835 | 24270.5717701223 | 2564.42822987774 |
| 10 | 20205 | 23265.0838163067 | -3060.08381630668 |
| 11 | 17789 | 22237.9019357333 | -4448.90193573325 |
| 12 | 20520 | 21196.9148290412 | -676.914829041208 |
| 13 | 22518 | 20100.7068178747 | 2417.29318212534 |
| 14 | 15572 | 18951.2500773934 | -3379.25007739342 |
| 15 | 11509 | 17778.1272349945 | -6269.12723499453 |
| 16 | 25447 | 29142.105602865 | -3695.10560286503 |
| 17 | 24090 | 28039.9810662191 | -3949.98106621907 |
| 18 | 27786 | 26931.9400040937 | 854.059995906299 |
| 19 | 26195 | 25821.9267668085 | 373.073233191471 |
| 20 | 20516 | 24737.5518066008 | -4221.5518066008 |
| 21 | 22759 | 23678.8151234705 | -919.815123470525 |
| 22 | 19028 | 22637.8280167785 | -3609.82801677848 |
| 23 | 16971 | 21596.8409100864 | -4625.84091008643 |
| 24 | 20036 | 20555.8538033944 | -519.853803394384 |
| 25 | 22485 | 19514.8666967023 | 2970.13330329766 |
| 26 | 18730 | 18473.8795900103 | 256.12040998971 |
| 27 | 14538 | 17432.8924833182 | -2894.89248331824 |
| 28 | 27561 | 28883.6465582201 | -1322.64655822009 |
| 29 | 25985 | 27842.659451528 | -1857.65945152804 |
| 30 | 34670 | 26801.672344836 | 7868.327655164 |
| 31 | 32066 | 25760.6852381439 | 6305.31476185605 |
| 32 | 27186 | 24719.6981314519 | 2466.3018685481 |
| 33 | 29586 | 23678.7110247599 | 5907.28897524014 |
| 34 | 21359 | 22637.7239180678 | -1278.72391806781 |
| 35 | 21553 | 21596.7368113758 | -43.7368113757617 |
| 36 | 19573 | 19526.2223480379 | 46.7776519620704 |
| 37 | 24256 | 19514.7625979917 | 4741.23740200833 |
| 38 | 22380 | 18473.7754912996 | 3906.22450870038 |
| 39 | 16167 | 17432.7883846076 | -1265.78838460757 |
| 40 | 27297 | 28883.5424595094 | -1586.54245950942 |
| 41 | 28287 | 27842.5553528174 | 444.444647182624 |
| 42 | 33474 | 26801.5682461253 | 6672.43175387467 |
| 43 | 28229 | 25788.1915916705 | 2440.80840832947 |
| 44 | 28785 | 24768.8984117363 | 4016.10158826368 |
| 45 | 25597 | 23727.9113050443 | 1869.08869495573 |
| 46 | 18130 | 22716.5068257493 | -4586.50682574928 |
| 47 | 20198 | 21695.2414706553 | -1497.24147065527 |
| 48 | 22849 | 20654.2543639632 | 2194.74563603678 |
| 49 | 23118 | 19613.2672572712 | 3504.73274272882 |
| 50 | 21925 | 18536.7809977027 | 3388.21900229734 |
| 51 | 20801 | 17454.3782126547 | 3346.62178734526 |
| 52 | 18785 | 28883.4383607988 | -10098.4383607988 |
| 53 | 20659 | 17432.5801871862 | 3226.41981281377 |
| 54 | 29367 | 26801.4641474147 | 2565.53585258534 |
| 55 | 23992 | 25760.4770407226 | -1768.47704072261 |
| 56 | 20645 | 24719.4899340306 | -4074.48993403056 |
| 57 | 22356 | 23678.5028273385 | -1322.50282733852 |
| 58 | 17902 | 22603.9887429298 | -4701.98874292981 |
| 59 | 15879 | 21547.2242349593 | -5668.22423495934 |
| 60 | 16963 | 20506.2371282673 | -3543.23712826729 |
| 61 | 21035 | 19465.2500215752 | 1569.74997842476 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 7 | 0.707078399291436 | 0.585843201417129 | 0.292921600708564 |
| 8 | 0.584880398253344 | 0.830239203493311 | 0.415119601746656 |
| 9 | 0.457945864236547 | 0.915891728473094 | 0.542054135763453 |
| 10 | 0.324766218386729 | 0.649532436773458 | 0.675233781613271 |
| 11 | 0.221631965004684 | 0.443263930009367 | 0.778368034995316 |
| 12 | 0.215104341491756 | 0.430208682983511 | 0.784895658508244 |
| 13 | 0.168380826980942 | 0.336761653961885 | 0.831619173019058 |
| 14 | 0.326844178346395 | 0.65368835669279 | 0.673155821653605 |
| 15 | 0.319983812926405 | 0.63996762585281 | 0.680016187073595 |
| 16 | 0.26410476747387 | 0.528209534947741 | 0.73589523252613 |
| 17 | 0.220067435877609 | 0.440134871755219 | 0.779932564122391 |
| 18 | 0.268531194560196 | 0.537062389120393 | 0.731468805439804 |
| 19 | 0.258124971124299 | 0.516249942248597 | 0.741875028875701 |
| 20 | 0.214785364846387 | 0.429570729692774 | 0.785214635153613 |
| 21 | 0.184307095990913 | 0.368614191981825 | 0.815692904009087 |
| 22 | 0.145570313538825 | 0.29114062707765 | 0.854429686461175 |
| 23 | 0.12389271075131 | 0.24778542150262 | 0.87610728924869 |
| 24 | 0.117658612495974 | 0.235317224991948 | 0.882341387504026 |
| 25 | 0.186915270784334 | 0.373830541568667 | 0.813084729215666 |
| 26 | 0.160158466918582 | 0.320316933837164 | 0.839841533081418 |
| 27 | 0.1316953971589 | 0.2633907943178 | 0.8683046028411 |
| 28 | 0.0945545615195712 | 0.189109123039142 | 0.905445438480429 |
| 29 | 0.0677826175275449 | 0.13556523505509 | 0.932217382472455 |
| 30 | 0.260694157078443 | 0.521388314156886 | 0.739305842921557 |
| 31 | 0.418009112513871 | 0.836018225027742 | 0.581990887486129 |
| 32 | 0.38564731925777 | 0.77129463851554 | 0.61435268074223 |
| 33 | 0.522590086378577 | 0.954819827242845 | 0.477409913621423 |
| 34 | 0.448891377639099 | 0.897782755278199 | 0.551108622360901 |
| 35 | 0.37241683836166 | 0.744833676723319 | 0.62758316163834 |
| 36 | 0.299597737080181 | 0.599195474160363 | 0.700402262919819 |
| 37 | 0.344437753739923 | 0.688875507479846 | 0.655562246260077 |
| 38 | 0.347203322525066 | 0.694406645050132 | 0.652796677474934 |
| 39 | 0.285619530773482 | 0.571239061546963 | 0.714380469226519 |
| 40 | 0.231463783694171 | 0.462927567388342 | 0.768536216305829 |
| 41 | 0.186473938756574 | 0.372947877513148 | 0.813526061243426 |
| 42 | 0.462674662371748 | 0.925349324743495 | 0.537325337628253 |
| 43 | 0.485993766728015 | 0.971987533456029 | 0.514006233271985 |
| 44 | 0.592541907835811 | 0.814916184328379 | 0.40745809216419 |
| 45 | 0.572445019447121 | 0.855109961105759 | 0.427554980552879 |
| 46 | 0.644076540738911 | 0.711846918522178 | 0.355923459261089 |
| 47 | 0.639245120725063 | 0.721509758549874 | 0.360754879274937 |
| 48 | 0.5589192274578 | 0.882161545084401 | 0.4410807725422 |
| 49 | 0.487794286397479 | 0.975588572794958 | 0.512205713602521 |
| 50 | 0.42423056223257 | 0.848461124465141 | 0.57576943776743 |
| 51 | 0.34832239977875 | 0.6966447995575 | 0.65167760022125 |
| 52 | 0.573964245921563 | 0.852071508156874 | 0.426035754078437 |
| 53 | 0.438322752371429 | 0.876645504742858 | 0.561677247628571 |
| 54 | 0.744269354620056 | 0.511461290759888 | 0.255730645379944 |
| Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
| Description | # significant tests | % significant tests | OK/NOK |
| 1% type I error level | 0 | 0 | OK |
| 5% type I error level | 0 | 0 | OK |
| 10% type I error level | 0 | 0 | OK |
